+356.8%
ACWI vs BR
+1,310.7%
-953.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.3% | +1.6% |
| 7D | +0.5% | -5.3% | +5.8% | +3.1% |
| 30D | +0.9% | +6.4% | -5.6% | -2.4% |
| 3M | +2.4% | +13.6% | -11.2% | -4.7% |
| 6M | +12.4% | -6.7% | +19.1% | +14.3% |
| YTD | +15.2% | -21.1% | +36.3% | +26.6% |
| 1Y | +22.7% | -29.6% | +52.3% | +42.6% |
| 3Y | +75.8% | -2.4% | +78.2% | +69.9% |
| 5Y | +67.7% | +11.2% | +56.5% | +48.1% |
| 10Y | +229.0% | +191.8% | +37.2% | +64.5% |
| All | +356.8% | +1,310.7% | -953.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling